This doesn't even have romance or ecchi type tags, but a ton of you are apparently hoping it will suddenly grow an incest tag out of nowhere?
That aside, there's probably no problem with him just taking a look around in here. Even if I didn't fully expect him to pull some crazy shit with his accumulated stats, powers, and OP weapon, he still has the escape plan if needed. I suppose we could get a development here where the escape item isn't usable because of the dungeon or boss being special. But that would again be where the stats, powers, and weapon come in.